| [P,R,eig]=solve_deterministic(A,B,xi,do_reduction,method)
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function [P,R,eig]=solve_deterministic(A,B,xi,do_reduction,method)
% PURPOSE: finds matrices P,R such that
%
% AR = BRP
%
% satisfying transversality condition
% lim (t->infty) xi^tRP^t = 0
%
% matrix pair (A,B) must be regular
%
% ---------------------------------------------------
% USAGE: [P,R,eig] = solve_deterministic(A,B,xi,do_reduction,method)
% where:
% A,B quadratic matrices, such that the
% matrix pair (A,B) is regular
% xi growth restriction
% do_reduction optional parameter, if do_redution~=0,
% then the orginal problem is reduced first
% method method to calculate null spaces
% (optional)
% 1 - qr with pivoting (default)
% 2 - svd
%
% P,R matrices
% eig eigenvalues
%
% COMMENTS:
%
% Copyright (c) Pawel Kowal (2006)
% All rights reserved
% LREM_SOLVE toolbox is available free for noncommercial academic use only.
% pkowal3@sgh.waw.pl
if nargin<4
do_reduction = 1;
end
if nargin<5
method = 1;
end
if do_reduction
[A,B,Q] = model_reduction(A,B,method);
else
Q = 1;
end
[U,V,TA,TB,n,eig] = schur_ord(A,B,xi);
P = TB(1:n,1:n)^-1*TA(1:n,1:n);
R = Q*V(:,1:n);
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